That error message means that you're trying to open a file that is newer than your copy of InDesign. So, the file pretty much has to be a CS5 file. You can't open a CS5 file in CS4; you'd need to open it up in CS5 and export an IDML file, which you can then open in CS4.
There's an additional confusing element here:
InDesign CS4 is actually InDesign 6 when you click Help -> About
InDesign CS2 is actually InDesign 4 when you click Help -> About
and so on
However, it's not possible to see that error message when you're opening an older InDesign file in a newer program.
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It'll be a CS5 doc, yo'll have to get someone with CS5 to open it and export it to idml for you, be aware that CS5 features won't work and text may reflow.
Thank you so much. Now I understand!!